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Reference date: |
March 31, 2021 |
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Currency |
RUB |
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Units |
1 000 000 |
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FX and precious metals market |
Securities market |
Derivatives market |
Standardised OTC derivatives market |
|
Hypothetical capital (KCCP) |
21.78 |
611.20 |
89.04 |
44.98 |
|
C-factor |
0.41% |
8.42% |
3.65% |
2.96% |
|
DFCM |
2 880.00 |
2 255.00 |
940.00 |
520.00 |
|
DFCCP |
2 500.00 |
5 000.00 * |
1 500.00 |
1 000.00 |
*including additional dedicated CCP capital in amount of 3 billion RUB